We have searched for Theta^+(1540) and Xi^{--}(1862) pentaquark candidates in proton-induced reactions on C, Ti and W targets at mid-rapidity and sqrt{s} = 41.6 GeV. In 2x10^8 inelastic events we find no evidence for narrow (sigma~5 MeV) signals in the Theta^+ -> pK_s and Xi^{--} -> Xi^-pi^- channels; our 95% CL upper limits (UL) for the inclusive production cross section times branching fraction Bx(dsigma/dy)|_{y~0} are 3.7 and 2.5 microb/N. The UL of the yield ratio of [Theta^+ / Lambda(1520)] < 2.7% is significantly lower than model predictions. Our UL of [BxXi^{--} / Xi(1530)^0] < 4% is at variance with the results that have provided first evidence for the Xi^{--} signal.
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